ECBOT 30 Year Treasury Bond Future September 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 132-06 131-08 -0-30 -0.7% 131-11
High 132-13 132-10 -0-03 -0.1% 133-01
Low 130-28 130-31 0-03 0.1% 130-20
Close 131-10 131-17 0-07 0.2% 131-17
Range 1-17 1-11 -0-06 -12.2% 2-13
ATR 1-18 1-18 -0-01 -1.0% 0-00
Volume 2,683 2,790 107 4.0% 18,689
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 135-20 134-30 132-09
R3 134-09 133-19 131-29
R2 132-30 132-30 131-25
R1 132-08 132-08 131-21 132-19
PP 131-19 131-19 131-19 131-25
S1 130-29 130-29 131-13 131-08
S2 130-08 130-08 131-09
S3 128-29 129-18 131-05
S4 127-18 128-07 130-25
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 138-30 137-21 132-27
R3 136-17 135-08 132-06
R2 134-04 134-04 131-31
R1 132-27 132-27 131-24 133-16
PP 131-23 131-23 131-23 132-02
S1 130-14 130-14 131-10 131-02
S2 129-10 129-10 131-03
S3 126-29 128-01 130-28
S4 124-16 125-20 130-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-01 130-20 2-13 1.8% 1-12 1.1% 38% False False 3,737
10 134-25 130-20 4-05 3.2% 1-19 1.2% 22% False False 8,909
20 136-31 130-20 6-11 4.8% 1-21 1.3% 14% False False 165,786
40 136-31 126-01 10-30 8.3% 1-15 1.1% 50% False False 221,613
60 136-31 124-19 12-12 9.4% 1-12 1.0% 56% False False 237,856
80 136-31 121-06 15-25 12.0% 1-12 1.0% 66% False False 244,354
100 136-31 116-15 20-16 15.6% 1-14 1.1% 73% False False 201,269
120 136-31 113-06 23-25 18.1% 1-10 1.0% 77% False False 167,767
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138-01
2.618 135-27
1.618 134-16
1.000 133-21
0.618 133-05
HIGH 132-10
0.618 131-26
0.500 131-20
0.382 131-15
LOW 130-31
0.618 130-04
1.000 129-20
1.618 128-25
2.618 127-14
4.250 125-08
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 131-20 131-30
PP 131-19 131-26
S1 131-18 131-21

These figures are updated between 7pm and 10pm EST after a trading day.

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